113 lines
4.7 KiB
Python
113 lines
4.7 KiB
Python
""" Binance exchange subclass """
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import logging
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from typing import Dict, List, Tuple
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import arrow
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import ccxt
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from freqtrade.exceptions import (DDosProtection, InsufficientFundsError, InvalidOrderException,
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OperationalException, TemporaryError)
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from freqtrade.exchange import Exchange
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from freqtrade.exchange.common import retrier
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logger = logging.getLogger(__name__)
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class Binance(Exchange):
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_ft_has: Dict = {
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"stoploss_on_exchange": True,
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"order_time_in_force": ['gtc', 'fok', 'ioc'],
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"time_in_force_parameter": "timeInForce",
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"ohlcv_candle_limit": 1000,
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"trades_pagination": "id",
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"trades_pagination_arg": "fromId",
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"l2_limit_range": [5, 10, 20, 50, 100, 500, 1000],
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}
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def stoploss_adjust(self, stop_loss: float, order: Dict) -> bool:
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"""
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Verify stop_loss against stoploss-order value (limit or price)
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Returns True if adjustment is necessary.
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"""
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return order['type'] == 'stop_loss_limit' and stop_loss > float(order['info']['stopPrice'])
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@retrier(retries=0)
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def stoploss(self, pair: str, amount: float, stop_price: float, order_types: Dict) -> Dict:
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"""
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creates a stoploss limit order.
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this stoploss-limit is binance-specific.
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It may work with a limited number of other exchanges, but this has not been tested yet.
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"""
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# Limit price threshold: As limit price should always be below stop-price
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limit_price_pct = order_types.get('stoploss_on_exchange_limit_ratio', 0.99)
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rate = stop_price * limit_price_pct
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ordertype = "stop_loss_limit"
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stop_price = self.price_to_precision(pair, stop_price)
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# Ensure rate is less than stop price
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if stop_price <= rate:
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raise OperationalException(
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'In stoploss limit order, stop price should be more than limit price')
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if self._config['dry_run']:
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dry_order = self.create_dry_run_order(
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pair, ordertype, "sell", amount, stop_price)
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return dry_order
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try:
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params = self._params.copy()
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params.update({'stopPrice': stop_price})
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amount = self.amount_to_precision(pair, amount)
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rate = self.price_to_precision(pair, rate)
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order = self._api.create_order(symbol=pair, type=ordertype, side='sell',
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amount=amount, price=rate, params=params)
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logger.info('stoploss limit order added for %s. '
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'stop price: %s. limit: %s', pair, stop_price, rate)
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self._log_exchange_response('create_stoploss_order', order)
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return order
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except ccxt.InsufficientFunds as e:
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raise InsufficientFundsError(
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f'Insufficient funds to create {ordertype} sell order on market {pair}. '
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f'Tried to sell amount {amount} at rate {rate}. '
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f'Message: {e}') from e
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except ccxt.InvalidOrder as e:
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# Errors:
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# `binance Order would trigger immediately.`
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raise InvalidOrderException(
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f'Could not create {ordertype} sell order on market {pair}. '
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f'Tried to sell amount {amount} at rate {rate}. '
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f'Message: {e}') from e
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except ccxt.DDoSProtection as e:
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raise DDosProtection(e) from e
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except (ccxt.NetworkError, ccxt.ExchangeError) as e:
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raise TemporaryError(
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f'Could not place sell order due to {e.__class__.__name__}. Message: {e}') from e
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except ccxt.BaseError as e:
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raise OperationalException(e) from e
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async def _async_get_historic_ohlcv(self, pair: str, timeframe: str,
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since_ms: int, is_new_pair: bool = False,
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raise_: bool = False
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) -> Tuple[str, str, List]:
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"""
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Overwrite to introduce "fast new pair" functionality by detecting the pair's listing date
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Does not work for other exchanges, which don't return the earliest data when called with "0"
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"""
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if is_new_pair:
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x = await self._async_get_candle_history(pair, timeframe, 0)
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if x and x[2] and x[2][0] and x[2][0][0] > since_ms:
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# Set starting date to first available candle.
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since_ms = x[2][0][0]
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logger.info(f"Candle-data for {pair} available starting with "
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f"{arrow.get(since_ms // 1000).isoformat()}.")
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return await super()._async_get_historic_ohlcv(
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pair=pair, timeframe=timeframe, since_ms=since_ms, is_new_pair=is_new_pair,
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raise_=raise_)
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